+130.5%
TD vs LBRT
-27.9%
+158.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +0.6% | +13.8% | -13.3% | -0.4% |
| 30D | +5.0% | -32.4% | +37.4% | +7.7% |
| 3M | +1.1% | -39.9% | +41.0% | +4.6% |
| 6M | +16.5% | -60.8% | +77.3% | +24.0% |
| YTD | +34.3% | -29.3% | +63.5% | +34.7% |
| 1Y | +52.9% | -18.9% | +71.7% | +51.3% |
| All | +130.5% | -27.9% | +158.3% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling